Credit Risk Analyst

This is a fully remote position, open to applicants in Brazil.

📋 Description

• Design, implement, and uphold credit risk models and frameworks in compliance with BACEN (Brazilian Central Bank) regulations and IFRS 9 standards.

• Monitor and oversee retail credit exposures from the stages of origination and underwriting through scoring and portfolio performance.

• Develop and validate machine learning and artificial intelligence-based models for Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), and behavioral scoring.

• Construct and maintain AI agents to streamline risk monitoring, provisioning, and reporting workflows.

• Collaborate with the Credit Policy team to establish limits, strategies, and credit appetite in alignment with the company’s Risk Appetite Statement (RAS).

• Conduct stress testing, scenario analysis, and model backtesting to ensure the resilience of the portfolio.

• Work closely with Data Science, Finance, Compliance, and Fraud teams to guarantee model consistency, explainability, and auditability.

• Prepare and present insights and reports for senior management and regulatory bodies.

⛳️ Requirements

• A solid grasp of BACEN credit risk regulations (Res. BCB 265/2022, CMN 4.557/2017, CMN 2.682/1999, Circular 3.978/2020).

• Extensive expertise across the retail credit lifecycle: from origination to behavioral scoring, collections, and recovery.

• Experience in the payments and acquiring sector, including merchant, settlement, and receivables-backed credit risk.

• Practical experience with IFRS 9 expected credit loss (ECL) modeling (Stages 1, 2, 3) and associated provisioning methodologies.

• Demonstrated experience in developing and validating machine learning and AI credit risk models.

• Proficient programming skills (Python, SQL, R, or SAS) for modeling, validation, and stress testing purposes.

• Familiarity with ICAAP and capital adequacy frameworks.

• Understanding of model governance, documentation, and audit requirements.

• Advanced proficiency in English communication skills.

🏝️ Benefits

• Health insurance

• Flexible work arrangements

• Professional development opportunities

• Remote work options